Rblpapi: R Access toBloomberg API
Background
Rblpapi provides R with access to data and calculations fromBloomberg Finance L.P. via theAPIlibraries provided by Bloomberg.
Requirements
A valid and working Bloomberg installation.
Examples
Here are a few simple examples.
library(Rblpapi)con<-blpConnect()# automatic if option("blpAutoConnect") is TRUEspx<-bdh(securities ="SPX Index",fields ="PX_LAST",start.date =as.Date("2013-03-01"))spx_ndx<-bdh(securities =c("SPX Index","NDX Index"),fields ="PX_LAST",start.date =as.Date("2013-03-01"),include.non.trading.days =TRUE)monthlyOptions<-structure(c("ACTUAL","MONTHLY"),names =c("periodicityAdjustment","periodicitySelection"))spx_ndx_monthly<-bdh(securities =c("SPX Index","NDX Index"),fields ="PX_LAST",start.date =as.Date("2012-01-01"),options = monthly.options)goog_ge_div<-bdh(securities =c("GOOG Equity","GE Equity"),fields =c("PX_LAST","CF_DVD_PAID"),start.date =as.Date("2012-11-01"))goog_ge_px<-bdp(securities =c("GOOG Equity","GE Equity"),fields =c("PX_LAST","DS002"))Status
Fully functional on Linux, OS X and Windows.
Installation
The package is onCRAN andcan be installed as usual via
install.packages("Rblpapi")Interim (source or binary) releasesmay be also be madeavailable through theghrr dratrepository as well and can be accessed via
install.packages("drat")# easier repo access + creationdrat:::add("ghrr")# make it knowninstall.packages("Rblpapi")# install itAuthors
Whit Armstrong, Dirk Eddelbuettel and John Laing
License
GPL-3 for our code
License.txt for the Bloomberglibraries and headers it relies upon
Initially created: Thu Aug 13 22:12:43 CDT 2015
Last modified: Sun May 26 10:09:42 CDT 2024